CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	0.7635	0.7584	-0.0051	-0.7%	0.7641
High	0.7644	0.7597	-0.0046	-0.6%	0.7668
Low	0.7587	0.7512	-0.0076	-1.0%	0.7560
Close	0.7605	0.7525	-0.0080	-1.0%	0.7636
Range	0.0056	0.0086	0.0029	51.3%	0.0108
ATR	0.0054	0.0057	0.0003	5.1%	0.0000
Volume	58,353	106,166	47,813	81.9%	243,274

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7749	0.7572
R3	0.7716	0.7663	0.7549
R2	0.7630	0.7630	0.7541
R1	0.7578	0.7578	0.7533	0.7561
PP	0.7545	0.7545	0.7545	0.7536
S1	0.7492	0.7492	0.7517	0.7476
S2	0.7459	0.7459	0.7509
S3	0.7374	0.7407	0.7501
S4	0.7288	0.7321	0.7478

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7898	0.7695
R3	0.7837	0.7790	0.7665
R2	0.7729	0.7729	0.7655
R1	0.7682	0.7682	0.7645	0.7652
PP	0.7621	0.7621	0.7621	0.7606
S1	0.7574	0.7574	0.7626	0.7544
S2	0.7513	0.7513	0.7616
S3	0.7405	0.7466	0.7606
S4	0.7297	0.7358	0.7576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7512	0.0156	2.1%	0.0061	0.8%	9%	False	True	69,874
10	0.7688	0.7512	0.0176	2.3%	0.0052	0.7%	8%	False	True	61,335
20	0.7715	0.7512	0.0203	2.7%	0.0054	0.7%	7%	False	True	57,857
40	0.7715	0.7409	0.0306	4.1%	0.0061	0.8%	38%	False	False	63,088
60	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	46%	False	False	51,828
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	46%	False	False	39,062
100	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	46%	False	False	31,307
120	0.7803	0.7361	0.0442	5.9%	0.0057	0.8%	37%	False	False	26,112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7960
2.618	0.7821
1.618	0.7735
1.000	0.7683
0.618	0.7650
HIGH	0.7597
0.618	0.7564
0.500	0.7554
0.382	0.7544
LOW	0.7512
0.618	0.7459
1.000	0.7426
1.618	0.7373
2.618	0.7288
4.250	0.7148

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	0.7554	0.7590
PP	0.7545	0.7568
S1	0.7535	0.7547

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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